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Trade: KSM/USDT/480/WMA/HWMA/1580

Strategy
KSM/USDT/480/WMA/HWMA/1580
Pair
KSM_USDT
Interval
8h
Score
305677
Daily Profit
0.425768
Profit Factor
2.290955
Profitability
34.108527
Streak
0.000000
Best Strategy
Training Data Length
1847.670000
Evaluation Time
2025-09-25 23:09
Expiration Time
2025-11-20 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 786678.3546 657067.7124 129610.6422 826405.3132 248504.278 577901.0353
Total P&L (%) 786.6784 657.0677 129.6106 826.4053 248.5043 577.901
Avg Daily Profit (%) 0.4258 0.3556 0.0701 0.1206 0.0676 0.1036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71678 -78922 -62508 -1141219 -1087893 -445624
Profit Factor 2.291 3.0225 1.4556 1.1592 1.088 1.2442
Total Trades 129 65 64 129 65 64
Winning Trades 44 19 25 44 19 25
Losing Trades 85 46 39 85 46 39
Profitability (%) 34.1085 29.2308 39.0625 34.1085 29.2308 39.0625
Ratio Avg Win / Avg Loss 4.4257 7.3176 2.2707 2.2394 2.6341 1.9409
Largest Winning Trade 586025 586025 67625 1038825 1038825 582594
Largest Losing Trade -29032 -18463 -29032 -163921 -142575 -163921
Avg Bars in Trades 41 35 48 41 35 48
Avg Bars in Winners 92 91 94 92 91 94
Avg Bars in Losers 15 12 18 15 12 18
Bars Traded 5374 2286 3088 5374 2286 3088
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305677 -127984 -240841 -81753 -368407 -197068

Evaluation Data

{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758830962420,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.32299,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            786678.3546376005,
            657067.7124080508,
            129610.6422295494,
            826405.31323502,
            248504.2779605401,
            577901.0352744798
        ],
        [
            786.678355,
            657.067712,
            129.610642,
            826.405313,
            248.504278,
            577.901035
        ],
        [
            0.425768,
            0.35562,
            0.070148,
            0.120556,
            0.067593,
            0.103634
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71678,
            -78922,
            -62508,
            -1141219,
            -1087893,
            -445624
        ],
        [
            2.290955,
            3.022483,
            1.455581,
            1.159226,
            1.088016,
            1.244175
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            85,
            46,
            39,
            85,
            46,
            39
        ],
        [
            34.108527,
            29.230769,
            39.0625,
            34.108527,
            29.230769,
            39.0625
        ],
        [
            4.425708,
            7.317591,
            2.270706,
            2.239413,
            2.634144,
            1.940914
        ],
        [
            586025,
            586025,
            67625,
            1038825,
            1038825,
            582594
        ],
        [
            -29032,
            -18463,
            -29032,
            -163921,
            -142575,
            -163921
        ],
        [
            41,
            35,
            48,
            41,
            35,
            48
        ],
        [
            92,
            91,
            94,
            92,
            91,
            94
        ],
        [
            15,
            12,
            18,
            15,
            12,
            18
        ],
        [
            5374,
            2286,
            3088,
            5374,
            2286,
            3088
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305677,
            -127984,
            -240841,
            -81753,
            -368407,
            -197068
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KSM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5543,
    "evaluation_days": 1847.67,
    "actual_first_datapoint_time": 1599206400000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758830962420,
    "expiration_time": 1763605152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.32299,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)